Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -890964.6174 | 76915.5762 | -967880.1936 | 375765.5695 | -4495133.8048 | 4870899.3743 |
Total P&L (%) | -890.9646 | 76.9156 | -967.8802 | 375.7656 | -4495.1338 | 4870.8994 |
Avg Daily Profit (%) | -0.4755 | 0.0411 | -0.5166 | 0.0833 | 0 | 0.2087 |
Buy And Hold Return (%) | 527.5103 | 527.5103 | 527.5103 | 527.5103 | 527.5103 | 527.5103 |
Max Trade Drawdown | -580403 | -168742 | -439954 | -3651568 | -4693807 | -506426 |
Profit Factor | 0.3728 | 1.2904 | 0.1626 | 1.0539 | 0.1215 | 3.6334 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 17 | 20 | 33 | 13 | 20 |
Losing Trades | 23 | 13 | 10 | 27 | 17 | 10 |
Profitability (%) | 61.6667 | 56.6667 | 66.6667 | 55 | 43.3333 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.2317 | 0.9868 | 0.0813 | 0.8623 | 0.1588 | 1.8167 |
Largest Winning Trade | 100139 | 100139 | 24073 | 5234220 | 283036 | 5234220 |
Largest Losing Trade | -623793 | -73667 | -623793 | -1431061 | -1431061 | -623793 |
Avg Bars in Trades | 85 | 83 | 88 | 85 | 83 | 88 |
Avg Bars in Winners | 31 | 19 | 42 | 49 | 18 | 69 |
Avg Bars in Losers | 172 | 167 | 179 | 130 | 133 | 125 |
Bars Traded | 5151 | 2500 | 2651 | 5151 | 2500 | 2651 |
Profit Streak | 61.6662 | 61.6662 | 239.9995 | 61.6662 | 61.6662 | 239.9995 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751790 | -304114 | -577240 | -582279 | -582858 | 663928 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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